Whittaker-Kotel'nikov-Shannon approximation of $\varphi$-sub-Gaussian random processes
Probability
2016-06-06 v1 Information Theory
math.IT
Abstract
The article starts with generalizations of some classical results and new truncation error upper bounds in the sampling theorem for bandlimited stochastic processes. Then, it investigates and uniform approximations of -sub-Gaussian random processes by finite time sampling sums. Explicit truncation error upper bounds are established. Some specifications of the general results for which the assumptions can be easily verified are given. Direct analytical methods are employed to obtain the results.
Cite
@article{arxiv.1606.01062,
title = {Whittaker-Kotel'nikov-Shannon approximation of $\varphi$-sub-Gaussian random processes},
author = {Yuriy Kozachenko and Andriy Olenko},
journal= {arXiv preprint arXiv:1606.01062},
year = {2016}
}
Comments
23 pages, 2 figures